Electronic Journal of Differential Equations,
Vol. 2011 (2011), No. 110, pp. 1-6.

Title: Comparison and existence theorems for backwards stochastic
       DE's with discontinuous generators
       
Authors: Nikolaos Halidias (Univ. of the Aegean, Samos, Greece)
         Peter E. Kloeden  (Goethe-Univ., Frankfurt, Germany)

Abstract: 
 An existence result is proved for backwards stochastic
 differential equations (BSDEs) with a generator
 f(t,x,z) which is  possibly discontinuous in the x variable.
 For this comparison results are first established
 for BSDEs with the generator satisfying a generalized Lipschitz
 condition in its x variable.

Submitted May 25, 2010. Published August 26, 2011.
Math Subject Classifications: 60H10, 60H20.
Key Words: Backward stochastic differentail equation;
           comparison theorem; discontinuous generator.